PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NVCT vs. MRNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NVCT and MRNA is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

NVCT vs. MRNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuvectis Pharma Inc (NVCT) and Moderna, Inc. (MRNA). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%SeptemberOctoberNovemberDecember2025February
140.00%
-79.76%
NVCT
MRNA

Key characteristics

Sharpe Ratio

NVCT:

0.06

MRNA:

-0.94

Sortino Ratio

NVCT:

0.86

MRNA:

-1.47

Omega Ratio

NVCT:

1.13

MRNA:

0.82

Calmar Ratio

NVCT:

0.08

MRNA:

-0.65

Martin Ratio

NVCT:

0.16

MRNA:

-1.20

Ulcer Index

NVCT:

39.35%

MRNA:

50.95%

Daily Std Dev

NVCT:

99.68%

MRNA:

65.74%

Max Drawdown

NVCT:

-77.89%

MRNA:

-93.70%

Current Drawdown

NVCT:

-61.84%

MRNA:

-93.19%

Fundamentals

Market Cap

NVCT:

$174.92M

MRNA:

$12.70B

EPS

NVCT:

-$1.30

MRNA:

-$9.28

Total Revenue (TTM)

NVCT:

$0.00

MRNA:

$2.26B

Gross Profit (TTM)

NVCT:

-$13.40M

MRNA:

$1.46B

EBITDA (TTM)

NVCT:

-$13.40M

MRNA:

-$2.28B

Returns By Period

In the year-to-date period, NVCT achieves a 44.18% return, which is significantly higher than MRNA's -20.66% return.


NVCT

YTD

44.18%

1M

45.25%

6M

24.20%

1Y

-0.89%

5Y*

N/A

10Y*

N/A

MRNA

YTD

-20.66%

1M

-5.12%

6M

-62.01%

1Y

-63.80%

5Y*

11.70%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NVCT vs. MRNA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVCT
The Risk-Adjusted Performance Rank of NVCT is 5151
Overall Rank
The Sharpe Ratio Rank of NVCT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of NVCT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NVCT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NVCT is 4949
Calmar Ratio Rank
The Martin Ratio Rank of NVCT is 4747
Martin Ratio Rank

MRNA
The Risk-Adjusted Performance Rank of MRNA is 88
Overall Rank
The Sharpe Ratio Rank of MRNA is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of MRNA is 55
Sortino Ratio Rank
The Omega Ratio Rank of MRNA is 66
Omega Ratio Rank
The Calmar Ratio Rank of MRNA is 1010
Calmar Ratio Rank
The Martin Ratio Rank of MRNA is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVCT vs. MRNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuvectis Pharma Inc (NVCT) and Moderna, Inc. (MRNA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for NVCT, currently valued at 0.06, compared to the broader market-2.000.002.004.000.06-0.94
The chart of Sortino ratio for NVCT, currently valued at 0.86, compared to the broader market-6.00-4.00-2.000.002.004.006.000.86-1.47
The chart of Omega ratio for NVCT, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.82
The chart of Calmar ratio for NVCT, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.72
The chart of Martin ratio for NVCT, currently valued at 0.16, compared to the broader market-10.000.0010.0020.0030.000.16-1.20
NVCT
MRNA

The current NVCT Sharpe Ratio is 0.06, which is higher than the MRNA Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of NVCT and MRNA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
0.06
-0.94
NVCT
MRNA

Dividends

NVCT vs. MRNA - Dividend Comparison

Neither NVCT nor MRNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NVCT vs. MRNA - Drawdown Comparison

The maximum NVCT drawdown since its inception was -77.89%, smaller than the maximum MRNA drawdown of -93.70%. Use the drawdown chart below to compare losses from any high point for NVCT and MRNA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-61.84%
-84.29%
NVCT
MRNA

Volatility

NVCT vs. MRNA - Volatility Comparison

The current volatility for Nuvectis Pharma Inc (NVCT) is 20.77%, while Moderna, Inc. (MRNA) has a volatility of 23.69%. This indicates that NVCT experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
20.77%
23.69%
NVCT
MRNA

Financials

NVCT vs. MRNA - Financials Comparison

This section allows you to compare key financial metrics between Nuvectis Pharma Inc and Moderna, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab